I always use Shell gas but haven`t heard of it with nitrogen here in western Canada. I do however have Michelin tires that use nitrogen. I was told that the tire pressure remains more "constant" and therefore gives better gas mileage. I don`t know whether or not this is a true fact.

I almost always use shell gasoline. I was in a hurry 1 day and used citgo and didn't get near the gas mileage I get with shell. I usually use just the cheapest unleaded, nothing special. I have never tried the nitrogen one.